Asymptotic Results for Multinomial Models

In this work, we derived new asymptotic results for multinomial models. To obtain these results, we started by studying limit distributions in models with a compact parameter space. This restriction holds since the key parameter whose components are the probabilities of the possible outcomes have no...

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Autores principales: Isaac Akoto, João T. Mexia, Filipe J. Marques
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Lenguaje:EN
Publicado: MDPI AG 2021
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spelling oai:doaj.org-article:80aa35ec2de34cefab152876047348212021-11-25T19:07:20ZAsymptotic Results for Multinomial Models10.3390/sym131121732073-8994https://doaj.org/article/80aa35ec2de34cefab152876047348212021-11-01T00:00:00Zhttps://www.mdpi.com/2073-8994/13/11/2173https://doaj.org/toc/2073-8994In this work, we derived new asymptotic results for multinomial models. To obtain these results, we started by studying limit distributions in models with a compact parameter space. This restriction holds since the key parameter whose components are the probabilities of the possible outcomes have non-negative components that add up to 1. Based on these results, we obtained confidence ellipsoids and simultaneous confidence intervals for models with normal limit distributions. We then studied the covariance matrices of the limit normal distributions for the multinomial models. This was a transition between the previous general results and on the inference for multinomial models in which we considered the chi-square tests, confidence regions and non-linear statistics—namely log-linear models with two numerical applications to those models. Namely, our approach overcame the hierarchical restrictions assumed to analyse the multidimensional contingency table.Isaac AkotoJoão T. MexiaFilipe J. MarquesMDPI AGarticleconfidence ellipsoidscovariance matriceslimit distributionsclassificationnon-linear modelsMathematicsQA1-939ENSymmetry, Vol 13, Iss 2173, p 2173 (2021)
institution DOAJ
collection DOAJ
language EN
topic confidence ellipsoids
covariance matrices
limit distributions
classification
non-linear models
Mathematics
QA1-939
spellingShingle confidence ellipsoids
covariance matrices
limit distributions
classification
non-linear models
Mathematics
QA1-939
Isaac Akoto
João T. Mexia
Filipe J. Marques
Asymptotic Results for Multinomial Models
description In this work, we derived new asymptotic results for multinomial models. To obtain these results, we started by studying limit distributions in models with a compact parameter space. This restriction holds since the key parameter whose components are the probabilities of the possible outcomes have non-negative components that add up to 1. Based on these results, we obtained confidence ellipsoids and simultaneous confidence intervals for models with normal limit distributions. We then studied the covariance matrices of the limit normal distributions for the multinomial models. This was a transition between the previous general results and on the inference for multinomial models in which we considered the chi-square tests, confidence regions and non-linear statistics—namely log-linear models with two numerical applications to those models. Namely, our approach overcame the hierarchical restrictions assumed to analyse the multidimensional contingency table.
format article
author Isaac Akoto
João T. Mexia
Filipe J. Marques
author_facet Isaac Akoto
João T. Mexia
Filipe J. Marques
author_sort Isaac Akoto
title Asymptotic Results for Multinomial Models
title_short Asymptotic Results for Multinomial Models
title_full Asymptotic Results for Multinomial Models
title_fullStr Asymptotic Results for Multinomial Models
title_full_unstemmed Asymptotic Results for Multinomial Models
title_sort asymptotic results for multinomial models
publisher MDPI AG
publishDate 2021
url https://doaj.org/article/80aa35ec2de34cefab15287604734821
work_keys_str_mv AT isaacakoto asymptoticresultsformultinomialmodels
AT joaotmexia asymptoticresultsformultinomialmodels
AT filipejmarques asymptoticresultsformultinomialmodels
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